SPFIX's Sortino Ratio of 3.38 indicates that for each unit of downside volatility, it generates 3.38 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
SPFIX Sortino Ratio Rank
SPFIX ranks above 65.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
SPFIX Sortino Ratio Market Positioning
The chart shows SPFIX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 2.10 or lower
- Yellow zone (middle 50%): 2.10 to 3.67
- Green zone (top 25%): 3.67 or higher
- Top 1%: 9.25+
- Median: 3.00 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Shelton Capital Management S&P 500 Index Fund's Sortino Ratio with other mutual funds in the S&P 500 category across multiple time periods, showing how SPFIX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SCPIX | DWS S&P 500 Index Fund | 3.44 | |||
| FXAIX | Fidelity 500 Index Fund | 3.42 | |||
| VIIIX | Vanguard Institutional Index Fund Institutional Plus Shares | 3.42 | |||
| SPINX | SEI Institutional Investments Trust S&P 500 Index Fund | 3.42 | |||
| PLFIX | Principal Large Cap S&P 500 Index Fund Institutional | 3.42 | |||
| BSPGX | iShares S&P 500 Index Fund Class G | 3.42 | |||
| VFIAX | Vanguard 500 Index Fund Admiral Shares | 3.42 | |||
| WFSPX | iShares S&P 500 Index Fund | 3.42 | |||
| DSPIX | BNY Mellon Institutional S&P 500 Stock Index Fund | 3.41 | |||
| SWPPX | Schwab S&P 500 Index Fund | 3.41 | |||
| SPFIX | Shelton Capital Management S&P 500 Index Fund | 3.38 |
Historical Sortino Ratio
The chart shows SPFIX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when SPFIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does SPFIX fit in your portfolio?
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